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A number of recent works have sought to generalize the Kolmogorov-Sinai entropy of probability-preserving transformations to the setting of Markov operators acting on the integrable functions on a probability space $(X,\mu)$. These have…

Dynamical Systems · Mathematics 2015-08-25 Tim Austin

The universal typical-signal estimators of entropy and cross entropy based on the asymptotics of recurrence and waiting times play an important role in information theory. Building on their construction, we introduce and study universal…

Mathematical Physics · Physics 2023-06-07 Giampaolo Cristadoro , Mirko Degli Esposti , Vojkan Jakšić , Renaud Raquépas

Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of…

Signal Processing · Electrical Eng. & Systems 2021-01-20 Wenpo Yao , Jun Wang , Matjaz Perc , Wenli Yao , Jiafei Dai , Daqing Guo , Dezhong Yao

In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…

Statistics Theory · Mathematics 2022-10-25 Tommaso Lando , Idir Arab , Paulo Eduardo Oliveira

Estimation of permutation entropy (PE) using Bayesian statistical methods is presented for systems where the ordinal pattern sampling follows an independent, multinomial distribution. It is demonstrated that the PE posterior distribution is…

Data Analysis, Statistics and Probability · Physics 2022-02-09 Douglas J. Little , Joshua P. Toomey , Deb M. Kane

A unified combinatorial definition of the information content and entropy of different types of patterns, compatible with the traditional concepts of information and entropy, going beyond the limitations of Shannon information interpretable…

Information Theory · Computer Science 2025-01-22 Zsolt Pocze

We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

Measuring the average information that is necessary to describe the behaviour of a dynamical system leads to a generalization of the Kolmogorov-Sinai entropy. This is particularly interesting when the system has null entropy and the…

Dynamical Systems · Mathematics 2007-05-23 Claudio Bonanno , Stefano Galatolo

The notion of metric entropy dimension is introduced to measure the complexity of entropy zero dynamical systems. For measure preserving systems, we define entropy dimension via the dimension of entropy generating sequences. This…

Dynamical Systems · Mathematics 2018-02-27 Dou Dou , Wen Huang , Kyewon Koh Park

Machines whose main purpose is to permute and sort data are studied. The sets of permutations that can arise are analysed by means of finite automata and avoided pattern techniques. Conditions are given for these sets being enumerated by…

Combinatorics · Mathematics 2007-05-23 M. Albert , M. D. Atkinson , N. Ruskuc

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high…

Chaotic Dynamics · Physics 2009-10-31 M. Cencini , M. Falcioni , H. Kantz , E. Olbrich , A. Vulpiani

In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional…

Information Theory · Computer Science 2021-05-12 Song Fang , Mikael Skoglund , Karl Henrik Johansson , Hideaki Ishii , Quanyan Zhu

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…

Physics and Society · Physics 2023-01-30 Luka V. Petrović , Anatol Wegner , Ingo Scholtes

Here we deconstruct, and then in a reasoned way reconstruct, the concept of "entropy of a system," paying particular attention to where the randomness may be coming from. We start with the core concept of entropy as a COUNT associated with…

General Physics · Physics 2017-05-10 Tommaso Toffoli

The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing…

Populations and Evolution · Quantitative Biology 2022-10-21 Diogo Costa-Cabanas , Fabio A. C. C. Chalub , Max O. Souza

Recently, a new type of set, named as random permutation set (RPS), is proposed by considering all the permutations of elements in a certain set. For measuring the uncertainty of RPS, the entropy of RPS is presented. However, the maximum…

Information Theory · Computer Science 2022-03-24 Jixiang Deng , Yong Deng

The notion of software entropy is often invoked to describe the tendency of software systems to become increasingly disordered as they evolve, yet existing approaches to quantify it are largely heuristic. In this work we introduce a formal…

Software Engineering · Computer Science 2026-03-24 Jerónimo Fotinós , Juan B. Cabral

A large class of technically non-chaotic systems, involving scatterings of light particles by flat surfaces with sharp boundaries, is nonetheless characterized by complex random looking motion in phase space. For these systems one may…

Chaotic Dynamics · Physics 2009-11-10 Henk van Beijeren